+1,196.2%
DVN vs CAH
+14,635.5%
-13,439.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -0.1% | -2.2% | +2.1% | +0.5% |
| 30D | +8.0% | +1.2% | +6.8% | +7.5% |
| 3M | +11.9% | +13.1% | -1.2% | +7.6% |
| 6M | +10.6% | +8.5% | +2.2% | +7.3% |
| YTD | +35.4% | +17.6% | +17.8% | +27.6% |
| 1Y | +46.5% | +60.7% | -14.2% | +24.8% |
| 3Y | +3.0% | +183.2% | -180.2% | -27.4% |
| 5Y | +120.5% | +402.2% | -281.7% | +30.2% |
| 10Y | +62.5% | +302.3% | -239.9% | -0.6% |
| All | +1,196.2% | +14,635.5% | -13,439.3% | +380.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling